Shahid Beheshti University

Department of Physics

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Stochastic Processes (Winter-Spring 2019)

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Advanced course on Stochastic Processes for Ph.D. and MS students  (Winter-Spring 2019)

The preliminary marks

 

فرآیندهای تصادفی
شماره دانشجویی میان ترم از 70 پایان ترم از 60
97416002 0 5
97516004 15 42
97416014 47 32
97516008 45 55
96416031 43 45
97416027 16 35
97416097 34 37
97516010 55 42
97416040 24 17
97416041 33 31
97416043 0 0
97516014 36 38
97416067 0 0
97416080 26 22
96416091 38 47
97416092 4 15
97416102 28 29
96416027 27 20
97416039 41 49
97416073 37 47
97416076 43 58
97416089 0 0

The new time for final exam will be 10:00 am on Friday 31 Khordad 1398 (21 June 2019)

Deadline for course project will be 15 Tir 1398 (6 July 2018)

This course is devoted to advanced and more recent topics in stochastic processes and fields.

Some topics to teach are as follows:

  • Multivariate PDF and associated transformations
  • Weighted and Un-weighted Two-Point correlation function of different features
  • Master equations
  • Fokker-Planck equation
  • Covariant form of Fokker-Planck equation
  • Topological and geometrical features of Stochastic fields
  • Perturbative approach for Non-Gaussian fields
  • Effective Theory for perturbations

 

 

 

Exercises:                           

# Set 1 (Download) data (Download)

# Set 2 (Download)

# Set 3 (Download)

# Set 4 (Download) data (Download)

# Set 5 (Download)

# Set 6 (Download)

# Set 7 (Download)

# Set 8 (Download)

Last Updated on Tuesday, 25 June 2019 14:42  


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